Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 387 911 | 387 911 | 404 064 CHF | 407 943 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 389 598 | 389 598 | 408 460 CHF | 412 356 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 387 080 | 387 080 | 404 978 CHF | 408 849 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 395 000 | 395 000 | 389 142 | 389 142 | 412 559 CHF | 416 451 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 390 000 | 390 000 | 397 162 | 397 162 | 429 219 CHF | 433 190 CHF | 99,34% | 99,34% |
13/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 405 000 | 405 000 | 401 054 | 401 054 | 438 264 CHF | 442 274 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 395 000 | 395 000 | 389 695 | 389 695 | 411 707 CHF | 415 604 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 390 000 | 390 000 | 391 394 | 391 394 | 417 552 CHF | 421 466 CHF | 99,93% | 99,93% |
08/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 395 000 | 395 000 | 392 755 | 392 755 | 423 120 CHF | 427 048 CHF | 99,40% | 99,40% |
07/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 380 000 | 380 000 | 379 243 | 379 243 | 393 281 CHF | 397 074 CHF | 100,00% | 100,00% |